DZ Bank Call 140 VOW 20.06.2025
/ DE000DJ4H5D1
DZ Bank Call 140 VOW 20.06.2025/ DE000DJ4H5D1 /
15/08/2024 12:35:22 |
Chg.+0.020 |
Bid13:02:09 |
Ask13:02:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+25.00% |
0.100 Bid Size: 30,000 |
0.130 Ask Size: 30,000 |
VOLKSWAGEN AG ST O.N... |
140.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
DJ4H5D |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG ST O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
31/07/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
57.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-4.15 |
Time value: |
0.17 |
Break-even: |
141.70 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.09 |
Spread %: |
112.50% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
8.23 |
Rho: |
0.10 |
Quote data
Open: |
0.090 |
High: |
0.110 |
Low: |
0.090 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-76.19% |
3 Months |
|
|
-93.24% |
YTD |
|
|
-87.80% |
1 Year |
|
|
-95.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.080 |
1M High / 1M Low: |
0.420 |
0.080 |
6M High / 6M Low: |
2.010 |
0.080 |
High (YTD): |
05/04/2024 |
2.010 |
Low (YTD): |
14/08/2024 |
0.080 |
52W High: |
15/08/2023 |
2.070 |
52W Low: |
14/08/2024 |
0.080 |
Avg. price 1W: |
|
0.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.238 |
Avg. volume 1M: |
|
43.478 |
Avg. price 6M: |
|
1.038 |
Avg. volume 6M: |
|
7.874 |
Avg. price 1Y: |
|
1.089 |
Avg. volume 1Y: |
|
3.906 |
Volatility 1M: |
|
181.96% |
Volatility 6M: |
|
141.54% |
Volatility 1Y: |
|
134.12% |
Volatility 3Y: |
|
- |